NVIT J.P. MORGAN MOZAIC MULTI-ASSET FUND CLASS II

Alpha 1 Year-4.63 Alpha 3 Years-4.97 Average Gain 1 Year2.42 Average Gain 3 Years1.91 Average Loss 1 Year-1.66 Average Loss 3 Years-2.00 Batting Average 1 Year41.67 Batting Average 3 Years41.67 Beta 1 Year0.50 Beta 3 Years0.46 Capture Ratio Down 1 Year59.62 Capture Ratio Down 3 Years55.74 Capture Ratio Up 1 Year48.39 Capture Ratio Up 3 Years40.44 Correlation 1 Year95.44 Correlation 3 Years92.45 High 1 Year8.89 Information Ratio 1 Year-1.65 Information Ratio 3 Years-0.70 Low 1 Year8.22 Maximum Loss 1 Year-5.29 Maximum Loss 3 Years-17.75 Performance Current Year-0.57 Performance since Inception-2.17 Risk adjusted Return 3 Years-4.31 Risk adjusted Return Since Inception-4.31 R-Squared (R²) 1 Year91.09 R-Squared (R²) 3 Years85.48 Sortino Ratio 1 Year0.71 Sortino Ratio 3 Years-0.45 Tracking Error 1 Year8.15 Tracking Error 3 Years9.33 Trailing Performance 1 Month0.69 Trailing Performance 1 Week0.69 Trailing Performance 1 Year5.22 Trailing Performance 2 Years-8.31 Trailing Performance 3 Months5.53 Trailing Performance 3 Years-3.00 Trailing Performance 4 Years-3.96 Trailing Performance 6 Months3.40 Trailing Return 1 Month3.42 Trailing Return 1 Year8.73 Trailing Return 2 Months8.19 Trailing Return 2 Years-4.45 Trailing Return 3 Months6.38 Trailing Return 3 Years-0.76 Trailing Return 4 Years-0.19 Trailing Return 6 Months4.35 Trailing Return 9 Months5.20 Trailing Return Since Inception-0.38 Trailing Return YTD - Year to Date8.73 Treynor Ratio 1 Year6.62 Treynor Ratio 3 Years-7.01